Peripheral neurostimulation techniques have emerged as promising treatments for patients with medically intractable, highly disabling chronic daily headaches including chronic migraine (CM) and chronic cluster headache (CCH) besides other less common headache syndromes. Encouraging controlled and open label data in medically intractable CM and trigeminal autonomic cephalalgias (TACs) have suggested a meaningful therapeutic role for occipital nerve stimulation (ONS). In view of the frequent occurrence of pain in the first branch of trigeminal nerve, percutaneous supraorbital nerve stimulation alone or in combination with ONS has been used successfully in open label series of CM and CCH patients. In view of its connections with the trigeminovascular system, the stimulation of the sphenopalatine ganglion has been used as a therapeutic target for the treatment of acute cluster headache attacks, with promising results. Preliminary data in patients with epilepsy and migraine have suggested a potential efficacy of vagus nerve stimulation in the treatment of primary headaches. Non-invasive devices targeting peripheral nerves have been developed and initial experience is emerging for the acute and preventive treatments of primary headache disorders. This review analyses the available evidence on the efficacy and safety of the different peripheral neurostimulation techniques.